wehub-resource-sync
109 lines
4.1 KiB
C#
109 lines
4.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Indicators.CandlestickPatterns
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{
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/// <summary>
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/// Up/Down Gap Three Methods candlestick pattern
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/// </summary>
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/// <remarks>
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/// Must have:
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/// - first candle: white (black) candle
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/// - second candle: white(black) candle
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/// - upside(downside) gap between the first and the second real bodies
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/// - third candle: black(white) candle that opens within the second real body and closes within the first real body
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/// The returned value is positive(+1) when bullish or negative(-1) when bearish;
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/// The user should consider that up/downside gap 3 methods is significant when it appears in a trend, while this
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/// function does not consider it
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/// </remarks>
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public class UpDownGapThreeMethods : CandlestickPattern
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="UpDownGapThreeMethods"/> class using the specified name.
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/// </summary>
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/// <param name="name">The name of this indicator</param>
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public UpDownGapThreeMethods(string name)
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: base(name, 2 + 1)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="UpDownGapThreeMethods"/> class.
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/// </summary>
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public UpDownGapThreeMethods()
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: this("UPDOWNGAPTHREEMETHODS")
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{
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}
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/// <summary>
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/// Gets a flag indicating when this indicator is ready and fully initialized
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/// </summary>
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public override bool IsReady
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{
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get { return Samples >= Period; }
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}
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/// <summary>
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/// Computes the next value of this indicator from the given state
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/// </summary>
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/// <param name="window">The window of data held in this indicator</param>
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/// <param name="input">The input given to the indicator</param>
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/// <returns>A new value for this indicator</returns>
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protected override decimal ComputeNextValue(IReadOnlyWindow<IBaseDataBar> window, IBaseDataBar input)
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{
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if (!IsReady)
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{
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return 0m;
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}
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decimal value;
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if (
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// 1st and 2nd of same color
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GetCandleColor(window[2]) == GetCandleColor(window[1]) &&
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// 3rd opposite color
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(int)GetCandleColor(window[1]) == -(int)GetCandleColor(input) &&
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// 3rd opens within 2nd rb
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input.Open < Math.Max(window[1].Close, window[1].Open) &&
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input.Open > Math.Min(window[1].Close, window[1].Open) &&
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// 3rd closes within 1st rb
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input.Close < Math.Max(window[2].Close, window[2].Open) &&
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input.Close > Math.Min(window[2].Close, window[2].Open) &&
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((
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// when 1st is white
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GetCandleColor(window[2]) == CandleColor.White &&
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// upside gap
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GetRealBodyGapUp(window[1], window[2])
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) ||
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(
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// when 1st is black
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GetCandleColor(window[2]) == CandleColor.Black &&
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// downside gap
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GetRealBodyGapDown(window[1], window[2])
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)
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)
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)
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value = (int)GetCandleColor(window[2]);
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else
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value = 0;
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return value;
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}
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}
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}
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